F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine DocumentF08AQF (ZGEMQRT)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

1  Purpose

F08AQF (ZGEMQRT) multiplies an arbitrary complex matrix $C$ by the complex unitary matrix $Q$ from a $QR$ factorization computed by F08APF (ZGEQRT).

2  Specification

 SUBROUTINE F08AQF ( SIDE, TRANS, M, N, K, NB, V, LDV, T, LDT, C, LDC, WORK, INFO)
 INTEGER M, N, K, NB, LDV, LDT, LDC, INFO COMPLEX (KIND=nag_wp) V(LDV,*), T(LDT,*), C(LDC,*), WORK(*) CHARACTER(1) SIDE, TRANS
The routine may be called by its LAPACK name zgemqrt.

3  Description

F08AQF (ZGEMQRT) is intended to be used after a call to F08APF (ZGEQRT), which performs a $QR$ factorization of a complex matrix $A$. The unitary matrix $Q$ is represented as a product of elementary reflectors.
This routine may be used to form one of the matrix products
 $QC , QHC , CQ ​ or ​ CQH ,$
overwriting the result on $C$ (which may be any complex rectangular matrix).
A common application of this routine is in solving linear least squares problems, as described in the F08 Chapter Introduction and illustrated in Section 10 in F08APF (ZGEQRT).

4  References

Golub G H and Van Loan C F (2012) Matrix Computations (4th Edition) Johns Hopkins University Press, Baltimore

5  Arguments

1:     $\mathrm{SIDE}$ – CHARACTER(1)Input
On entry: indicates how $Q$ or ${Q}^{\mathrm{H}}$ is to be applied to $C$.
${\mathbf{SIDE}}=\text{'L'}$
$Q$ or ${Q}^{\mathrm{H}}$ is applied to $C$ from the left.
${\mathbf{SIDE}}=\text{'R'}$
$Q$ or ${Q}^{\mathrm{H}}$ is applied to $C$ from the right.
Constraint: ${\mathbf{SIDE}}=\text{'L'}$ or $\text{'R'}$.
2:     $\mathrm{TRANS}$ – CHARACTER(1)Input
On entry: indicates whether $Q$ or ${Q}^{\mathrm{H}}$ is to be applied to $C$.
${\mathbf{TRANS}}=\text{'N'}$
$Q$ is applied to $C$.
${\mathbf{TRANS}}=\text{'C'}$
${Q}^{\mathrm{H}}$ is applied to $C$.
Constraint: ${\mathbf{TRANS}}=\text{'N'}$ or $\text{'C'}$.
3:     $\mathrm{M}$ – INTEGERInput
On entry: $m$, the number of rows of the matrix $C$.
Constraint: ${\mathbf{M}}\ge 0$.
4:     $\mathrm{N}$ – INTEGERInput
On entry: $n$, the number of columns of the matrix $C$.
Constraint: ${\mathbf{N}}\ge 0$.
5:     $\mathrm{K}$ – INTEGERInput
On entry: $k$, the number of elementary reflectors whose product defines the matrix $Q$. Usually ${\mathbf{K}}=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({m}_{A},{n}_{A}\right)$ where ${m}_{A}$, ${n}_{A}$ are the dimensions of the matrix $A$ supplied in a previous call to F08APF (ZGEQRT).
Constraints:
• if ${\mathbf{SIDE}}=\text{'L'}$, ${\mathbf{M}}\ge {\mathbf{K}}\ge 0$;
• if ${\mathbf{SIDE}}=\text{'R'}$, ${\mathbf{N}}\ge {\mathbf{K}}\ge 0$.
6:     $\mathrm{NB}$ – INTEGERInput
On entry: the block size used in the $QR$ factorization performed in a previous call to F08APF (ZGEQRT); this value must remain unchanged from that call.
Constraints:
• ${\mathbf{NB}}\ge 1$;
• if ${\mathbf{K}}>0$, ${\mathbf{NB}}\le {\mathbf{K}}$.
7:     $\mathrm{V}\left({\mathbf{LDV}},*\right)$ – COMPLEX (KIND=nag_wp) arrayInput
Note: the second dimension of the array V must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{K}}\right)$.
On entry: details of the vectors which define the elementary reflectors, as returned by F08APF (ZGEQRT) in the first $k$ columns of its array argument A.
8:     $\mathrm{LDV}$ – INTEGERInput
On entry: the first dimension of the array V as declared in the (sub)program from which F08AQF (ZGEMQRT) is called.
Constraints:
• if ${\mathbf{SIDE}}=\text{'L'}$, ${\mathbf{LDV}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{M}}\right)$;
• if ${\mathbf{SIDE}}=\text{'R'}$, ${\mathbf{LDV}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
9:     $\mathrm{T}\left({\mathbf{LDT}},*\right)$ – COMPLEX (KIND=nag_wp) arrayInput
Note: the second dimension of the array T must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{K}}\right)$.
On entry: further details of the unitary matrix $Q$ as returned by F08APF (ZGEQRT). The number of blocks is $b=⌈\frac{k}{{\mathbf{NB}}}⌉$, where $k=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left(m,n\right)$ and each block is of order NB except for the last block, which is of order $k-\left(b-1\right)×{\mathbf{NB}}$. For the $b$ blocks the upper triangular block reflector factors ${\mathbit{T}}_{1},{\mathbit{T}}_{2},\dots ,{\mathbit{T}}_{b}$ are stored in the ${\mathbf{NB}}$ by $n$ matrix $T$ as $\mathbit{T}=\left[{\mathbit{T}}_{1}|{\mathbit{T}}_{2}|\dots |{\mathbit{T}}_{b}\right]$.
10:   $\mathrm{LDT}$ – INTEGERInput
On entry: the first dimension of the array T as declared in the (sub)program from which F08AQF (ZGEMQRT) is called.
Constraint: ${\mathbf{LDT}}\ge {\mathbf{NB}}$.
11:   $\mathrm{C}\left({\mathbf{LDC}},*\right)$ – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array C must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
On entry: the $m$ by $n$ matrix $C$.
On exit: C is overwritten by $QC$ or ${Q}^{\mathrm{H}}C$ or $CQ$ or $C{Q}^{\mathrm{H}}$ as specified by SIDE and TRANS.
12:   $\mathrm{LDC}$ – INTEGERInput
On entry: the first dimension of the array C as declared in the (sub)program from which F08AQF (ZGEMQRT) is called.
Constraint: ${\mathbf{LDC}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{M}}\right)$.
13:   $\mathrm{WORK}\left(*\right)$ – COMPLEX (KIND=nag_wp) arrayWorkspace
Note: the dimension of the array WORK must be at least ${\mathbf{N}}×{\mathbf{NB}}$ if ${\mathbf{SIDE}}=\text{'L'}$ and at least ${\mathbf{M}}×{\mathbf{NB}}$ if ${\mathbf{SIDE}}=\text{'R'}$.
14:   $\mathrm{INFO}$ – INTEGEROutput
On exit: ${\mathbf{INFO}}=0$ unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

${\mathbf{INFO}}<0$
If ${\mathbf{INFO}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

The computed result differs from the exact result by a matrix $E$ such that
 $E2 = Oε C2 ,$
where $\epsilon$ is the machine precision.

8  Parallelism and Performance

F08AQF (ZGEMQRT) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

The total number of real floating-point operations is approximately $8nk\left(2m-k\right)$ if ${\mathbf{SIDE}}=\text{'L'}$ and $8mk\left(2n-k\right)$ if ${\mathbf{SIDE}}=\text{'R'}$.